Neons do not hold up as well in cold climates. When temps drop, the gas in the neon tubes does not travel very well and sometimes will not illuminate until it warms up.
Many people who have underbody kits remove them in the winter because snow banks and ice can crack the plexi casing and are expensive to replace.
Since you are in Canada, I would definitely recommend the LED kit for you and think about removing them in the winter months. With the LED kits, most of them allow you to changed colors, they can pulse to music, fade in and out, etc. (can't do that with neon).
Here in the states you can find OPTIX underbody kits in almose all of the automotive parts stores like Autozon, Pep-boys, Advance auto, etc. I even saw them in Circuit City.
Good luck.
Mark